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Skrrrrrtttt
  • Member for 3 years, 8 months
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5 votes
1 answer
369 views

Transition to SOFR Swaps and single curve pricing

3 votes
1 answer
995 views

How are Interest Rate Swaps Quoted

3 votes
1 answer
103 views

Investor rationale behind inverted yield curve

3 votes
3 answers
134 views

Bond strategy in rising rate environment

2 votes
1 answer
579 views

Why are Interest Rate Swaps not valued using Monte Carlo Simulations?

2 votes
1 answer
173 views

Markowitz portfolio optimization and CAL [closed]

1 vote
1 answer
479 views

Proper Method for pricing Interest rate swaps using dual curves

1 vote
1 answer
416 views

Hedging Interest rate swaps in practice

1 vote
2 answers
356 views

What is actually going on in Monte-Carlo simulation for Mortgage backed securities?

0 votes
1 answer
916 views

Interest Rate Swap Delta ladder, under OIS Discounting

0 votes
1 answer
107 views

Deriving investment amount for one asset of a two asset minimum-variance portfolio

0 votes
1 answer
612 views

LIBOR Curve bootstrapping and compounding